Commit cb2228ac authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Merge branch 'master' into experimental-mjdgges-threshold

parents d46ba1f2 61485ab8
......@@ -105,6 +105,7 @@ This is Dynare Reference Manual, version @value{VERSION}.
* Running Dynare::
* The Model file::
* The Configuration File::
* Time Series::
* Reporting::
* Examples::
* Dynare internal documentation and unitary tests::
......@@ -797,10 +798,6 @@ during the computation.
Structure containing the various results of the computations.
@end defvr
@menu
* Understanding Preprocessor Error Messages::
@end menu
@node Understanding Preprocessor Error Messages
@section Understanding Preprocessor Error Messages
......@@ -4199,7 +4196,8 @@ the file
@anchor{nobs1}
Runs a recursive estimation and forecast for samples of size ranging
of @var{INTEGER1} to @var{INTEGER2}. Option @code{forecast} must
also be specified. The forecasts are stored in the @code{RecursiveForecast} field of the results structure. @xref{RecursiveForecast}
also be specified. The forecasts are stored in the
@code{RecursiveForecast} field of the results structure (@pxref{RecursiveForecast}).
@item first_obs = @var{INTEGER}
@anchor{first_obs}
......@@ -4963,7 +4961,7 @@ Variable set by the @code{estimation} command. Stores log-posterior of final MCM
@defvr {MATLAB/Octave variable} oo_.RecursiveForecast
@anchor{RecursiveForecast}
Variable set by the @code{forecast} option of the @code{estimation} command when used with the nobs = [@var{INTEGER1}:@var{INTEGER2}] option (@xref{nobs1,,nobs}).
Variable set by the @code{forecast} option of the @code{estimation} command when used with the nobs = [@var{INTEGER1}:@var{INTEGER2}] option (@pxref{nobs1,,nobs}).
Fields are of the form:
@example
......@@ -7886,6 +7884,111 @@ MatlabOctavePath = matlab
@end deffn
@node Time Series
@chapter Time Series
Dynare provides a Matlab class for handling time series data, which is
based on classes for handling dates. Below, you will first find the
classes and methods used for creating and dealing with dates and then
the class used for using time series.
@section dynDate
@deftypefn {dynDate} dynDate (@code{INTEGER})
@deftypefnx {dynDate} dynDate (@code{STRING})
@deftypefnx {dynDate} dynDate (@var{NUMERICAL_VECTOR}, @code{INTEGER})
Returns a @code{dynDate} object that represents a date.
If the value passed is an @code{INTEGER}, return a date of annual
frequency.
If the value passed is a @code{STRING}, it should be passed in one of
the following formats: @code{`1999'} for an annual date,
@code{`1999q4'} for a quarterly date, @code{`1999m12'} for a monthly
date, and @code{`1999w52'} for a weekly date.
If the value passed is a @code{NUMERICAL_VECTOR} it should be a vector
of size @code{2}. The format should be: @code{[year period]}. In this
case, you must pass a second argument to the @code{dynDate} consructor
indicating the freqency of the date as an @code{INTEGER}. This
argument can take the following possible values: @code{1} for annual,
@code{4} for quarterly, @code{12} for monthly and @code{52} for
weekly.
@examplehead
An example of various ways to create a @code{dynDate} object:
@example
do1 = dynDate(`1999'); % 1999
do2 = dynDate(`Q'); % NaNqNan
do3 = dynDate([1999 2], 12); % 1999m2
@end example
@end deftypefn
@section dynDates
@deftypefn {dynDates} dynDates (@code{STRING} [, @code{STRING} @dots{}])
Returns a @code{dynDates} object that represents a list of dates.
Providing a @code{STRING} argument populates the object with the date
represented by said @code{STRING}. If more than one argument is
provided, they should all be dates represented as @code{STRINGS}.
@examplehead
An example of various ways to create a @code{dynDates} object:
@example
do1 = dynDates(`1999', `2000', `2001', `2002');
do2 = dynDates(`1999', `2003', `2002');
do3 = dynDate(`1999Q2'):dynDate(`2000Q3');
@end example
Here, @code{do1} and @code{do2} contain the dates specified in the
order specified. @code{do3} contains a quarterly list of all dates
between @code{1999q2} and @code{2000q3} inclusive.
@end deftypefn
@section dynSeries
@deftypefn {dynSeries} dynSeries (@code{dynDate})
@deftypefnx {dynSeries} dynSeries (@code{FILENAME})
@deftypefnx {dynSeries} dynSeries (@code{DOUBLE_MATRIX}, @code{dynDate}, @code{CELLSTR}, @code{CELLSTR})
@deftypefnx {dynSeries} dynSeries (@code{DOUBLE_MATRIX}, @code{STRING}, @code{CELLSTR}, @code{CELLSTR})
Returns a @code{dynSeries} object that represents one or more time
series.
If a @code{dynDate} argument is provided, instantiate an empty
@code{dynSeries} with an inital date equal to the input argument.
If a @code{FILENAME} is passed as input, a @code{dynSeries} object
will be created from the named file. Valid file types are @file{.m}
file, @file{.mat} file, and @file{.csv}.
If the data is not read from a file, it can be provided via a
@math{T}x@math{N} matrix as the first argument to @code{dynSeries}, with
@math{T} representing the number of observations on @math{N}
variables. The second argument in such a calling sequence can be
either a @code{dynDate} representing the period of the first
observation or a @code{STRING} which would be used to instantiate a
@code{dynDate}. The third argument is a @code{CELLSTR} of size
@math{N} with one entry for each variable name. The final argument is
a @code{CELLSTR} of size @math{N} composed of the @LaTeX{} names
associated with the variables. Input arguments three and four are
optional.
@examplehead
An example of various ways to create a @code{dynSeries} object:
@example
do1 = dynSeries(dynDate(1999));
do2 = dynSeries(`filename.csv');
do3 = dynSeries([1; 2; 3], dynDate(1999), @{`var123'@}, @{`var_@{123@}'@});
@end example
@end deftypefn
@node Reporting
@chapter Reporting
......@@ -8047,9 +8150,9 @@ The names of the series contained in the @code{dynSeries} provided to
the @ref{data} option. If empty, use all series provided to
@ref{data} option. Default: @code{empty}
@item shade, @code{dynDate}:@code{dynDate}
A @code{dynDates} range showing the portion of the graph that should
be shaded. Default: @code{none}
@item shade, @code{dynDates}
The date range showing the portion of the graph that should be
shaded. Default: @code{none}
@item shadeColor, @code{MATLAB_COLOR_NAME}
The color to use in the shaded portion of the graph. Default:
......@@ -8067,13 +8170,13 @@ The x-axis label. Default: @code{none}
@item ylabel, @code{STRING}
The y-axis label. Default: @code{none}
@item xrange, @code{dynDate}:@code{dynDate}
The boundary on the x-axis to display in the graph, represented as a
@code{dynDate} range. Default: all
@item xrange, @code{dynDates}
The boundary on the x-axis to display in the graph. Default: all
@item yrange, @code{dynDate}:@code{dynDate}
@item yrange, @code{NUMERICAL_VECTOR}
The boundary on the y-axis to display in the graph, represented as a
@code{dynDate} range. Default: all
@code{NUMERICAL_VECTOR} of size @math{2}, with the first entry less
than the second entry. Default: all
@item showZeroline, @code{BOOLEAN}
Display a solid black line at @math{y = 0}. Default: @code{false}
......@@ -8095,7 +8198,7 @@ Whether or not to show horizontal lines separating the rows. Default: @code{fals
@item precision, @code{INTEGER}
The number of decimal places to report in the table data. Default: @code{1}
@item range, @code{dynDate}:@code{dynDate}
@item range, @code{dynDates}
The date range of the data to be displayed. Default: @code{all}
@item seriesToUse, @code{CELL_ARRAY_STRINGS}
......
......@@ -45,7 +45,7 @@ Files: matlab/bfgsi1.m matlab/csolve.m matlab/csminit1.m matlab/numgrad2.m
matlab/bvar_toolbox.m matlab/partial_information/PI_gensys.m matlab/qzswitch.m
matlab/qzdiv.m
Copyright: 1993-2009 Christopher Sims
2006-2011 Dynare Team
2006-2012 Dynare Team
License: GPL-3+
Files: matlab/cmaes.m
......@@ -53,6 +53,11 @@ Copyright: 2001-2012 Nikolaus Hansen
2012 Dynare Team
License: GPL-3+
Files: matlab/endogenous_prior.m
Copyright: 2011 Lawrence J. Christiano, Mathias Trabandt and Karl Walentin
2013 Dynare Team
License: GPL-3+
Files: matlab/missing/stats/normpdf.m matlab/missing/stats/gamcdf.m
matlab/missing/stats/common_size.m matlab/missing/stats/chi2inv.m
matlab/missing/stats/gaminv.m matlab/missing/stats/gampdf.m
......
......@@ -2,7 +2,7 @@ dnl Detect GSL.
dnl We don't use the official M4 macro since it relies on the script gsl-config,
dnl which does not work when cross-compiling.
dnl
dnl Copyright (C) 2010 Dynare Team
dnl Copyright (C) 2010-2012 Dynare Team
dnl
dnl This file is part of Dynare.
dnl
......
......@@ -30,7 +30,7 @@ function sp = colon(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......
......@@ -43,7 +43,7 @@ function date = dynDate(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......
......@@ -29,7 +29,7 @@ function c = eq(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......@@ -121,4 +121,4 @@ c = isequal(a.time,b.time);
%$ t(2) = dyn_assert(i2,1);
%$ t(3) = dyn_assert(i3,0);
%$ T = all(t);
%@eof:2
\ No newline at end of file
%@eof:2
......@@ -27,7 +27,7 @@ function p = format(date)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......
......@@ -30,7 +30,7 @@ function c = ge(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......@@ -80,4 +80,4 @@ end
%$ t(3) = dyn_assert(i3,0);
%$ t(4) = dyn_assert(i4,1);
%$ T = all(t);
%@eof:1
\ No newline at end of file
%@eof:1
......@@ -29,7 +29,7 @@ function c = gt(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......@@ -95,4 +95,4 @@ end
%$ t(3) = dyn_assert(i3,0);
%$ t(4) = dyn_assert(i4,0);
%$ T = all(t);
%@eof:1
\ No newline at end of file
%@eof:1
......@@ -27,7 +27,7 @@ function b = isempty(a)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
......@@ -56,4 +56,4 @@ b = all(isnan(a.time)) && isnan(a.freq);
%$ % Test if this object is empty
%$ t(1) = isempty(d);
%$ T = all(t);
%@eof:1
\ No newline at end of file
%@eof:1
......@@ -30,7 +30,7 @@ function c = le(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......@@ -80,4 +80,4 @@ end
%$ t(3) = dyn_assert(i3,1);
%$ t(4) = dyn_assert(i4,0);
%$ T = all(t);
%@eof:1
\ No newline at end of file
%@eof:1
......@@ -29,7 +29,7 @@ function c = lt(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......
......@@ -29,7 +29,7 @@ function c = max(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......
......@@ -29,7 +29,7 @@ function c = min(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......
......@@ -31,7 +31,7 @@ function c = minus(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......@@ -107,4 +107,4 @@ end
%$ t(4) = dyn_assert(e4,41);
%$ t(4) = dyn_assert(e5,19);
%$ T = all(t);
%@eof:1
\ No newline at end of file
%@eof:1
......@@ -29,7 +29,7 @@ function c = ne(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......
......@@ -31,7 +31,7 @@ function c = plus(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......@@ -104,4 +104,4 @@ end
%$ t(3) = dyn_assert(e3.time,d3.time);
%$ t(4) = dyn_assert(e4.time,d4.time);
%$ T = all(t);
%@eof:1
\ No newline at end of file
%@eof:1
......@@ -32,7 +32,7 @@ function B = subsref(A,S)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......@@ -235,4 +235,4 @@ end
%$ t(1) = dyn_assert(qq.freq,4);
%$ t(2) = dyn_assert(time,[1938,4]);
%$ T = all(t);
%@eof:5
\ No newline at end of file
%@eof:5
......@@ -29,7 +29,7 @@ function b = uminus(a)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......
......@@ -29,7 +29,7 @@ function b = uplus(a)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
......@@ -115,4 +115,4 @@ end
%$ t(6) = dyn_assert(e6.time,[1951 1]);
%$ t(7) = dyn_assert(e7.time,[2001 1]);
%$ T = all(t);
%@eof:1
\ No newline at end of file
%@eof:1
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